Existence and uniqueness and stability of solutions for stochastic impulsive systems

被引：29

作者：

Liu, Bin ^{[1
,2
]}

Liu, Xinzhi ^{[1
,3
]}

Liao, Xiaoxin ^{[1
]}

机构：

[1] Huazhong Univ Sci & Technol, Dept Control Sci & Engn, Wuhan 430074, Peoples R China

[2] Zhuzhou Inst Technol, Dept Informat & Comp Sci, Zhuzhou 412008, Peoples R China

[3] Univ Waterloo, Dept Appl Math, Waterloo, ON N2L 3G1, Canada

来源：

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2007年 / 20卷 / 01期

基金：

中国国家自然科学基金; 加拿大自然科学与工程研究理事会;

关键词：

It(o)over-cap's formula; Lyapunov-like function; stability; stochastic impulsive system;

D O I：

10.1007/s11424-007-9013-6

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper studies the existence, uniqueness, and stability of solutions for stochastic impulsive systems. By employing Lyapunov-like functions, some sufficient conditions of the global existence, uniqueness, and stability of solutions for stochastic impulsive systems are established. Furthermore, the results are specialized to the case of linear stochastic impulsive systems. Finally, some examples are given to illustrate the applications of our theory.

引用

页码：149 / 158

页数：10

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